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pgam (version 0.3.3)

intensity: Utility function

Description

Apply spectral decomposition to its argument.

Usage

intensity(w, x)

Arguments

w
frequency values
x
time series

Value

  • Decomposed series.

Details

The function apllies the spectral decomposition to the time series according to the following expression $$\left(\left(\sum\left(x*cos\left(w*t\right)\right)\right)^{2}+\left(\sum\left(x*cos\left(w*t\right)\right)\right)^{2}\right)/n$$

References

Box, G., Jenkins, G., Reinsel, G. (1994) Time Series Analysis : Forecasting and Control. 3rd edition, Prentice Hall, New Jersey.

Diggle, P. J. (1989) Time Series : A Biostatistical Introduction. Oxford University Press, Oxford.

See Also

pgam, periodogram